Advanced Quantitative Economics with Python

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  • Thomas J. Sargent
  • John Stachurski
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  • Asset Pricing and Finance

QuantEcon

Asset Pricing and Finance¶

Lectures¶

  • Asset Pricing II: The Lucas Asset Pricing Model
    • Overview
    • The Lucas Model
    • Exercises
    • Solutions
  • Two Modifications of Mean-Variance Portfolio Theory
    • Overview
    • Appendix
  • Irrelevance of Capital Structure with Complete Markets
    • Introduction
    • Competitive equilibrium
    • Code
  • Equilibrium Capital Structures with Incomplete Markets
    • Introduction
    • Asset Markets
    • Equilibrium verification
    • Pseudo Code
    • Code
    • Examples
    • A picture worth a thousand words
  • Previous topic Classical Prediction and Filtering With Linear Algebra
  • Next topic Asset Pricing II: The Lucas Asset Pricing Model

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